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Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Quantitative Methods · Quantitative Biology 2023-11-10 Ryan J. Murphy , Oliver J. Maclaren , Matthew J. Simpson

In this work, we introduce an inverse averaging finite element method (IAFEM) for solving the size-modified Poisson-Nernst-Planck (SMPNP) equations. Comparing with the classical Poisson-Nernst-Planck (PNP) equations, the SMPNP equations add…

Numerical Analysis · Mathematics 2021-12-06 Ruigang Shen , Qianru Zhang , ang Benzhuo Lu

We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…

Numerical Analysis · Mathematics 2025-07-18 Sergio Gómez

This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…

Numerical Analysis · Mathematics 2022-10-04 Xiaobing Feng , Yukun Li , Yujian Lin

This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…

Numerical Analysis · Mathematics 2026-03-10 Hung D. Nguyen , Thoa Thieu , Liet Vo

A common assumption in signal processing is that underlying data numerically conforms to a Gaussian distribution. It is commonly utilized in signal processing to describe unknown additive noise in a system and is often justified by citing…

Signal Processing · Electrical Eng. & Systems 2025-10-14 Jennie Couchman , Phillip Stanley-Marbell

In the framework of generalized finite element methods for elliptic equations with rough coefficients, efficiency and accuracy of the numerical method depend critically on the use of appropriate basis functions. This work explores several…

Optimization and Control · Mathematics 2018-12-20 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

The method of element analysis is proposed here as an alternative to traditional wavelet-based approaches to analyzing perturbations in financial signals by scale. In this method, the processes that generate oscillations in financial…

Statistical Finance · Quantitative Finance 2023-02-01 Nathan Zavanelli

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

Econometrics · Economics 2020-10-13 Kamil Makieła , Błażej Mazur

The use of nonlinear PDEs has led to significant advancements in various fields, such as physics, biology, ecology, and quantum mechanics. However, finding multiple solutions for nonlinear PDEs can be a challenging task, especially when…

Numerical Analysis · Mathematics 2025-04-11 Wenrui Hao , Sun Lee , Young Ju Lee

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

We compare a recently proposed multivariate spline based on mixed partial derivatives with two other standard splines for the scattered data smoothing problem. The splines are defined as the minimiser of a penalised least squares…

Numerical Analysis · Mathematics 2020-03-04 Elizabeth Harris , Bishnu Lamichhane , Quoc Thong Le Gia

We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985). Our inference method is valid for any…

Econometrics · Economics 2020-05-12 Adam M. Rosen , Takuya Ura

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin

We propose classical interferometry with low-intensity thermal radiation for the estimation of nonclassical independent Gaussian processes in material samples. We generally determine the mean square error of the phase-independent parameters…

Quantum Physics · Physics 2017-02-14 László Ruppert , Radim Filip

This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…

Optimization and Control · Mathematics 2024-12-11 Mickael Binois , Arindam Fadikar , Abby Stevens

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

Signal Processing · Electrical Eng. & Systems 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

We consider a linear elliptic partial differential equation (PDE) with a generic uniformly bounded parametric coefficient. The solution to this PDE problem is approximated in the framework of stochastic Galerkin finite element methods. We…

Numerical Analysis · Mathematics 2020-06-05 Alex Bespalov , Feng Xu
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